This is interesting. It is not passive. You are in charge and are heading yourself there, so that is right.
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ddgbcnperhaps similar to the common confusion with sat and sitting, stood and standingGood guess, but no, heading and headed are different. They both mean nearly the same thing in examples such as you have cited here. heading is a bit more active in nature, but headed should be regarded as an alternate way of saying on the way